+11.7%
PFE vs EXE
+155.8%
-144.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.6% |
| 7D | -4.7% | -3.9% | -0.8% | -4.5% |
| 30D | +3.4% | -2.6% | +5.9% | +3.5% |
| 3M | +9.2% | -6.9% | +16.1% | +9.6% |
| 6M | +15.8% | -9.3% | +25.1% | +16.3% |
| YTD | +23.4% | -20.7% | +44.2% | +24.8% |
| 1Y | +25.8% | -21.8% | +47.7% | +27.3% |
| 3Y | +17.8% | +16.2% | +1.6% | +15.9% |
| 5Y | -20.2% | +61.1% | -81.3% | -20.9% |
| All | +11.7% | +155.8% | -144.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling